NYMEX Natural Gas Future February 2014
Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
4.187 |
4.029 |
-0.158 |
-3.8% |
4.313 |
High |
4.194 |
4.099 |
-0.095 |
-2.3% |
4.430 |
Low |
3.999 |
3.953 |
-0.046 |
-1.2% |
3.953 |
Close |
4.005 |
4.053 |
0.048 |
1.2% |
4.053 |
Range |
0.195 |
0.146 |
-0.049 |
-25.1% |
0.477 |
ATR |
0.138 |
0.139 |
0.001 |
0.4% |
0.000 |
Volume |
193,822 |
152,199 |
-41,623 |
-21.5% |
731,773 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.473 |
4.409 |
4.133 |
|
R3 |
4.327 |
4.263 |
4.093 |
|
R2 |
4.181 |
4.181 |
4.080 |
|
R1 |
4.117 |
4.117 |
4.066 |
4.149 |
PP |
4.035 |
4.035 |
4.035 |
4.051 |
S1 |
3.971 |
3.971 |
4.040 |
4.003 |
S2 |
3.889 |
3.889 |
4.026 |
|
S3 |
3.743 |
3.825 |
4.013 |
|
S4 |
3.597 |
3.679 |
3.973 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.576 |
5.292 |
4.315 |
|
R3 |
5.099 |
4.815 |
4.184 |
|
R2 |
4.622 |
4.622 |
4.140 |
|
R1 |
4.338 |
4.338 |
4.097 |
4.242 |
PP |
4.145 |
4.145 |
4.145 |
4.097 |
S1 |
3.861 |
3.861 |
4.009 |
3.765 |
S2 |
3.668 |
3.668 |
3.966 |
|
S3 |
3.191 |
3.384 |
3.922 |
|
S4 |
2.714 |
2.907 |
3.791 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.430 |
3.953 |
0.477 |
11.8% |
0.161 |
4.0% |
21% |
False |
True |
146,354 |
10 |
4.494 |
3.953 |
0.541 |
13.3% |
0.156 |
3.9% |
18% |
False |
True |
127,551 |
20 |
4.578 |
3.953 |
0.625 |
15.4% |
0.135 |
3.3% |
16% |
False |
True |
102,959 |
40 |
4.578 |
3.547 |
1.031 |
25.4% |
0.117 |
2.9% |
49% |
False |
False |
71,248 |
60 |
4.578 |
3.476 |
1.102 |
27.2% |
0.107 |
2.7% |
52% |
False |
False |
53,215 |
80 |
4.578 |
3.476 |
1.102 |
27.2% |
0.100 |
2.5% |
52% |
False |
False |
42,858 |
100 |
4.578 |
3.476 |
1.102 |
27.2% |
0.094 |
2.3% |
52% |
False |
False |
35,452 |
120 |
4.578 |
3.476 |
1.102 |
27.2% |
0.090 |
2.2% |
52% |
False |
False |
30,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.720 |
2.618 |
4.481 |
1.618 |
4.335 |
1.000 |
4.245 |
0.618 |
4.189 |
HIGH |
4.099 |
0.618 |
4.043 |
0.500 |
4.026 |
0.382 |
4.009 |
LOW |
3.953 |
0.618 |
3.863 |
1.000 |
3.807 |
1.618 |
3.717 |
2.618 |
3.571 |
4.250 |
3.333 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
4.044 |
4.159 |
PP |
4.035 |
4.124 |
S1 |
4.026 |
4.088 |
|